The VM session was closed before any attempt to power it on.

Found reference from: http://www.sysprobs.com/vm-session-closed-attempt-power-virtualbox-32-error

But I was unable to follow through as unable to remove both drive advised in the post.

Then I was still able boot my VM back by:

1. Right click VM.
2. Choose "Detachable Start"
3. With an error pop up.(forgot what was that)
4. Then Right click VM.
5. And do Normal Start.